On the pricing of contingent claims under constraints-Reference-Cited by-同舟云学术

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On the pricing of contingent claims under constraints

Published:1996-05-01 Issue:2 Volume:6 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Karatzas I.,Kou S. G.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aoap/1034968135

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